Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.700785 0.794805 0.902294 1.035517 1.197956 1.391910 1.644619
2024-11-10 00:00:00+00:00 0.620295 0.742611 0.893926 1.098980 1.376344 1.749122 2.308041
2024-11-17 00:00:00+00:00 0.548063 0.682677 0.859337 1.116067 1.494285 2.057909 3.022115
2024-11-24 00:00:00+00:00 0.490623 0.630974 0.824305 1.122440 1.596168 2.373530 3.891133
2024-12-01 00:00:00+00:00 0.430540 0.566641 0.760890 1.074142 1.602153 2.539513 4.592711
2024-12-08 00:00:00+00:00 0.383245 0.514199 0.706773 1.029525 1.602774 2.696994 5.379491
2024-12-15 00:00:00+00:00 0.360420 0.494389 0.698358 1.056220 1.733874 3.152865 7.211144
2024-12-22 00:00:00+00:00 0.349945 0.491550 0.715433 1.128801 1.971653 3.947024 10.887473
2024-12-29 00:00:00+00:00 0.332399 0.475550 0.708656 1.157014 2.129059 4.643280 15.433049
2025-01-05 00:00:00+00:00 0.314049 0.456245 0.693636 1.166610 2.249384 5.319284 21.520357
2025-01-12 00:00:00+00:00 0.295369 0.434556 0.671771 1.158642 2.326973 5.926173 29.312518
2025-01-19 00:00:00+00:00 0.273036 0.404869 0.632475 1.108515 2.286217 6.121942 35.164915
2025-01-26 00:00:00+00:00 0.262366 0.395079 0.630123 1.140610 2.484890 7.417051 61.690738
2025-02-02 00:00:00+00:00 0.254799 0.389904 0.635706 1.191683 2.761134 9.395732 137.352644
2025-02-09 00:00:00+00:00 0.242607 0.375443 0.621740 1.195306 2.899854 10.957499 290.404763
2025-02-16 00:00:00+00:00 0.230838 0.360768 0.605741 1.191307 3.015674 12.627993 746.097486
2025-02-23 00:00:00+00:00 0.214820 0.337180 0.569580 1.131541 2.919991 12.834671 1259.438724
2025-03-02 00:00:00+00:00 0.200863 0.316551 0.537803 1.078701 2.835571 13.074735 2436.487372
2025-03-09 00:00:00+00:00 0.195133 0.310828 0.536196 1.103607 3.052373 16.165899 554483.476569
2025-03-16 00:00:00+00:00 0.193834 0.313293 0.551940 1.178029 3.509337 23.225735 NaN
2025-03-23 00:00:00+00:00 0.188802 0.308188 0.550836 1.205906 3.791362 30.037043 NaN
2025-03-30 00:00:00+00:00 0.182718 0.300598 0.543498 1.214574 3.994217 37.277993 NaN
2025-04-06 00:00:00+00:00 0.175836 0.290993 0.530771 1.205082 4.106028 44.057193 NaN